EVALUATION OF FLUCTUATIONS IN THE STANDARD & POOR’S 500 SECTORAL INDEX PRICES

##plugins.themes.bootstrap3.article.sidebar##

PDF
Published Apr 20, 2018
DOI: https://doi.org/10.13165/IE-17-11-1-01

##plugins.themes.bootstrap3.article.main##

Aleksejus Sosidko Ligita Gasparėnienė

Abstract

This article evaluates fluctuations in the Standard & Poor’s 500 sectoral index prices, taking into account the impact of fundamental macroeconomic stock price determinants assessed by individual expectation categories. Models for stock price prognostication have also been developed and verified. In this research, fluctuations in the Standard & Poor’s 500 sectoral index prices are evaluated, taking into account each fundamental macroeconomic determinant and a separate expectation category. This research has enabled the identification of indices with high price fluctuations. Statistically reliable prognostication models have been empirically verified, and the most reliable prognostication models for indicating rise or declines in index prices have been identified.

##plugins.themes.bootstrap3.article.details##

Issue
Vol. 11 No. 1 (2017): Intellectual Economics
Section
Articles
Authors contributing to Intellectual Economics agree to publish their articles under a Creative Commons Attribution-NoDerivatives 4.0 International Public (CC BY-NC-ND) License, allowing third parties to share their work (copy, distribute, transmit) and to adapt it, under the condition that the authors are given credit, and that in the event of reuse or distribution, the terms of this licence are made clear.